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Re: st: Chernozhukov and Hong (2002)


From   "Steven Hanke" <[email protected]>
To   <[email protected]>, <[email protected]>
Subject   Re: st: Chernozhukov and Hong (2002)
Date   Mon, 10 Aug 2009 09:56:11 -0400

I apologize for failing to provide a precise literature reference. 

Chernozhukov and Hong (2002). Three-Step Censored Quantile Regression and Extramarital Affairs. Journal of 
American Statistical Association. 97 (459): 872-882.

Sorry once again for this omission from my original e-mail.

Thank you,

Steven Hanke
Department of Accounting & Finance
Indiana Purdue University - Fort Wayne

>>> Maarten buis <[email protected]> 08/10/09 3:08 AM >>>

--- On Mon, 10/8/09, Steven Hanke wrote:
> Is anyone aware of available ado
> files for the Chernozhukov and Hong (2002) three step
> estimator for censored quantile regressions?    

Quoting the Statalist FAQ:
"Precise literature references please! Please do not assume that the 
literature familiar to you is familiar to all members of Statalist. Do not 
refer to publications with just minimal details (e.g., author and date). 
Questions of the form `Has anyone implemented the heteroscedasticity under 
a full moon test of Sue, Grabbit, and Runne (1989)?' admittedly divide the 
world. Anyone who has not heard of the said test would not be helped by 
the full reference to answer the question, but they might well appreciate 
the full reference."

You can find a link to the FAQ at the bottom of every post on Statalist.

--Maarten

-----------------------------------------
Maarten L. Buis
Institut fuer Soziologie
Universitaet Tuebingen
Wilhelmstrasse 36
72074 Tuebingen
Germany

http://home.fsw.vu.nl/m.buis/
-----------------------------------------





      

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